Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-01-26 0.442237 0.490592 0.544029 0.607830 0.682420 0.767465 0.872634
2025-02-02 0.385371 0.446679 0.518772 0.610925 0.727248 0.871527 1.067819
2025-02-09 0.341314 0.408604 0.491495 0.603190 0.753115 0.952594 1.247616
2025-02-16 0.311750 0.383432 0.475279 0.604850 0.788610 1.049554 1.467965
2025-02-23 0.280510 0.352125 0.446689 0.584953 0.789871 1.096910 1.624563
2025-03-02 0.253142 0.323010 0.417533 0.559862 0.778740 1.122191 1.749942
2025-03-09 0.239096 0.310493 0.409658 0.563887 0.811099 1.220168 2.024793
2025-03-16 0.231517 0.306080 0.412479 0.583653 0.870442 1.373497 2.449591
2025-03-23 0.222086 0.298076 0.409030 0.592826 0.913019 1.505167 2.876353
2025-03-30 0.212262 0.288634 0.402401 0.595787 0.944739 1.622355 3.315558
2025-04-06 0.201970 0.277696 0.392442 0.591893 0.963062 1.716122 3.736182
2025-04-13 0.188049 0.260354 0.371096 0.566330 0.936925 1.710695 3.887947
2025-04-20 0.181260 0.253868 0.367090 0.571531 0.973006 1.854313 4.557850
2025-04-27 0.175257 0.248191 0.363906 0.577782 1.012172 2.015553 5.389530
2025-05-04 0.167667 0.239511 0.355063 0.572649 1.026780 2.120930 6.103810
2025-05-11 0.162107 0.233748 0.350690 0.575426 1.058897 2.280858 7.167599
2025-05-18 0.153528 0.222597 0.336328 0.557554 1.042211 2.303624 7.659306
2025-05-25 0.144735 0.210687 0.319978 0.534459 1.010690 2.277626 7.909492
2025-06-01 0.140877 0.206760 0.317373 0.538480 1.043438 2.451053 9.377107
2025-06-08 0.139491 0.206853 0.321843 0.557176 1.114685 2.768957 12.171984
2025-06-15 0.136705 0.204408 0.321532 0.565874 1.162539 3.029636 15.133034
2025-06-22 0.133278 0.200682 0.318614 0.568710 1.195683 3.252481 18.351376
2025-06-29 0.129214 0.195656 0.312972 0.565091 1.210928 3.415210 21.488067